Negative Predicted Margins

Hello everyone,

I hope someone would be able to help me.

I am trying to predict the probability to switch to manual (this variable is a dummy variable 0,1) which can not be negative. I used the following code

Code:

    eststo: reghdfe Auto2Man l.sharpe_ratio l.PercentAutoBid l.c.PercentAutoBid#l.c.PercentAutoBid ///
    l.c.sharpe_ratio#l.c.PercentAutoBid l.c.sharpe_ratio#l.c.PercentAutoBid#l.c.PercentAutoBid,a(LenderId hour LoanId) cluster(interaction)
            estadd local LenderId "Yes", replace
            estadd local hour "Yes", replace
            estadd local LoanId "Yes", replace
    est store ManualSwitching
    
    nlcom -_b[l.PercentAutoBid]/(2*_b[l.c.PercentAutoBid#l.c.PercentAutoBid])
    margins,at(l.PercentAutoBid = (0(0.1)1)) saving(file3, replace)
    margins,dydx(l.sharpe_ratio) at(l.PercentAutoBid = (0(0.1)1)) saving(file4, replace)

In the graph attached you can see a negative outcome, how is that possible? Am i doing something wrong?

Thank you for your time Array


Said